NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884): Difference between revisions

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+MaRDI publication profile
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+Normal rank
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+A simple approach for pricing equity options with Markov switching state variables
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Option pricing and Esscher transform under regime switching
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+Q4433608
@@ Property / cites work: Q4433608 / rank @@
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@@ Property / cites work @@
+A Regime-Switching Model of Long-Term Stock Returns
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+Adaptive \(\theta \)-methods for pricing American options
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+Penalty methods for American options with stochastic volatility
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+https://doi.org/10.1142/s0219024909005245
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+W1979130814
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+Normal rank
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+Publication:3637884